garchfit

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Karin
Karin 2011-8-24
Hi,
I have been toying around with the Econometrics demo: http://www.mathworks.ch/products/econometrics/demos.html?file=/products/demos/shipping/econ/Demo_RiskEVT.html
As long as I used their inputfile everything worked smoothly. Once I switched the inputdats, I got NaN for the innovations in the garchfit function.
Originally, I thought it was data-related. So I created a new file based on the original inputdata (but uploaded it as a matrix, not a structure). Same thing: Now I get NaNs. Any idea?
Karin

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